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Feeds
Submitted
Put option pricing (plain vanilla)
Calculation of plain vanilla option price using explicit, implicit and crank nicolson schemes.
21 years ago | 1 download |
Submitted
Field of values
Plots the field of values of a square complex matrix.
22 years ago | 3 downloads |
Submitted
Hodrick-Prescott Filter
Finds the Hodrick-Prescott filter of a series.
22 years ago | 2 downloads |
